CME Euro FX (E) Future March 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
1.3683 |
1.3708 |
0.0025 |
0.2% |
1.3739 |
| High |
1.3727 |
1.3826 |
0.0099 |
0.7% |
1.3826 |
| Low |
1.3643 |
1.3694 |
0.0051 |
0.4% |
1.3643 |
| Close |
1.3711 |
1.3822 |
0.0111 |
0.8% |
1.3822 |
| Range |
0.0084 |
0.0132 |
0.0048 |
57.1% |
0.0183 |
| ATR |
0.0076 |
0.0080 |
0.0004 |
5.3% |
0.0000 |
| Volume |
196,496 |
267,889 |
71,393 |
36.3% |
958,982 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4177 |
1.4131 |
1.3895 |
|
| R3 |
1.4045 |
1.3999 |
1.3858 |
|
| R2 |
1.3913 |
1.3913 |
1.3846 |
|
| R1 |
1.3867 |
1.3867 |
1.3834 |
1.3890 |
| PP |
1.3781 |
1.3781 |
1.3781 |
1.3792 |
| S1 |
1.3735 |
1.3735 |
1.3810 |
1.3758 |
| S2 |
1.3649 |
1.3649 |
1.3798 |
|
| S3 |
1.3517 |
1.3603 |
1.3786 |
|
| S4 |
1.3385 |
1.3471 |
1.3749 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4313 |
1.4250 |
1.3923 |
|
| R3 |
1.4130 |
1.4067 |
1.3872 |
|
| R2 |
1.3947 |
1.3947 |
1.3856 |
|
| R1 |
1.3884 |
1.3884 |
1.3839 |
1.3916 |
| PP |
1.3764 |
1.3764 |
1.3764 |
1.3779 |
| S1 |
1.3701 |
1.3701 |
1.3805 |
1.3733 |
| S2 |
1.3581 |
1.3581 |
1.3788 |
|
| S3 |
1.3398 |
1.3518 |
1.3772 |
|
| S4 |
1.3215 |
1.3335 |
1.3721 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3826 |
1.3643 |
0.0183 |
1.3% |
0.0086 |
0.6% |
98% |
True |
False |
191,796 |
| 10 |
1.3826 |
1.3643 |
0.0183 |
1.3% |
0.0074 |
0.5% |
98% |
True |
False |
179,041 |
| 20 |
1.3826 |
1.3476 |
0.0350 |
2.5% |
0.0076 |
0.5% |
99% |
True |
False |
200,947 |
| 40 |
1.3826 |
1.3476 |
0.0350 |
2.5% |
0.0080 |
0.6% |
99% |
True |
False |
202,217 |
| 60 |
1.3893 |
1.3476 |
0.0417 |
3.0% |
0.0080 |
0.6% |
83% |
False |
False |
167,822 |
| 80 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0082 |
0.6% |
88% |
False |
False |
126,222 |
| 100 |
1.3893 |
1.3300 |
0.0593 |
4.3% |
0.0081 |
0.6% |
88% |
False |
False |
101,065 |
| 120 |
1.3893 |
1.3219 |
0.0674 |
4.9% |
0.0078 |
0.6% |
89% |
False |
False |
84,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4387 |
|
2.618 |
1.4172 |
|
1.618 |
1.4040 |
|
1.000 |
1.3958 |
|
0.618 |
1.3908 |
|
HIGH |
1.3826 |
|
0.618 |
1.3776 |
|
0.500 |
1.3760 |
|
0.382 |
1.3744 |
|
LOW |
1.3694 |
|
0.618 |
1.3612 |
|
1.000 |
1.3562 |
|
1.618 |
1.3480 |
|
2.618 |
1.3348 |
|
4.250 |
1.3133 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1.3801 |
1.3793 |
| PP |
1.3781 |
1.3764 |
| S1 |
1.3760 |
1.3735 |
|